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totalt 4 treff
Lévy Matters I
Over the past 10-15 years, we have seen a revival of general Levy ' processes theory as well as a burst of new applications. In the past, Brownian motion or the Poisson process …
Computational Methods for Quantitative Finance
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to …
Computational Methods for Quantitative Finance
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to …
Levy Matters I
Focusing on the breadth of the topic, this volume explores Levy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository …